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Granger Causal Priority and Choice of Variables in Vector Autoregressions

, and . The Review of Economics and Statistics, 99 (2): 319--329 (Mar 23, 2016)
DOI: 10.1162/rest\_a\_00601

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Granger Causal Priority and Choice of Variables in Vector Autoregressions, and . The Review of Economics and Statistics, 99 (2): 319--329 (Mar 23, 2016)